We publish a listing of shares with low volatility and momentum every month. We offer knowledge for BSE 500 and BSE 100 shares. There are actually three totally different screener information accessible.
(1) Shares with low volatility and momentum from the BSE 100 massive cap universe can be found as a separate file
(2) Shares with low volatility and momentum from the BSE 500 universe can be found as a separate file
(3) Historic knowledge from March 2019 to Feb 2022 will likely be based mostly on the Nifty 100. From March 2022 onwards, will probably be based mostly on BSE 100. That is accessible as a separate file.
The frequent technique of filtration: We filter for (1) constructive 1-year return, (2) constructive six-month return, (3) worth > 200-day transferring common, (4) 50% of each day constructive returns, and (5) lowest volatility.
What’s low-volatility investing? Low volatility investing refers to figuring out shares with low worth fluctuations and investing in them. Once more that is based mostly on previous proof: Low volatility inventory investing: Does it work? Increased returns at decrease threat?
What’s momentum investing? Investing in shares which have elevated significantly over the previous 6-12 months, hoping the pattern will proceed (for a brief interval). Related knowledge and hyperlinks for the Indian and US markets are mentioned right here: Momentum Inventory Investing in India: Does it work?
There’s a shut connection between momentum investing and low volatility. Most momentum stock-picking methods additionally embody a method to filter out shares based mostly on volatility. They like shares which have moved up prior to now (= momentum) with low volatility. One other carefully associated thought is to hunt for shares which have stayed near their all-time worth highs.
Warning: Whether or not you select shares with momentum or low volatility, it is very important acknowledge when to promote them. This sort of pattern following requires critical ranges of self-discipline and dedication. It is best to be capable to purchase a inventory with out query and promote it with out query in a brief interval if it now not has sufficient momentum and/or low volatility. For those who get distracted by the shares’ valuation, ROE, and many others. and hesitate or purchase greater than needed, it is not going to work. Please don’t blindly use this listing to purchase and muddle your portfolio. This listing will evolve in technique with time. So be ready for this. Do your analysis about momentum and low-volatility investing!! Resolve which to present extra precedence to – low volatility or momentum. The usual previous efficiency is just not consultant of future efficiency disclaimer applies right here. No technique will work on a regular basis!
Momentum Investing in India
You possibly can watch this video model of the above-linked submit to get an introduction to momentum investing.
Low Volatility Investing in India
Suppose p1 is the day before today’s closing worth, and p2 is right now’s closing worth. Day by day return is outlined as (p2-p1)/p1. That is the share change in worth. Once we compute these each day returns’ customary deviation, we assume they fall on a bell curve. That is flawed. The following higher step can be to imagine that the log return outlined as log (p2) – log(p1) falls on a bell curve.
That is additionally not an correct approximation as market returns are fractal in nature. Nonetheless, this can be a nearer approximation. So, the usual deviation of log returns is used for creating low volatility indices. Nonetheless, there’s not a lot distinction for the current case; you would use simply the peculiar customary deviation.
Why ought to returns fall on a bell curve? If they don’t, then the “common” and “customary deviation” are meaningless!!
Find out how to use this screener?
You should utilize it in a number of methods. Listed below are some ideas.
Please word: All 5 filters will likely be enabled whenever you open the file. You possibly can reset them and use any filter that you simply like.
To display screen for low-volatility shares:
- Type by an rising customary deviation
- Select shares with the bottom volatility.
- Optionally you possibly can contemplate shares with worth momentum within the final six months, 12 months or longer.
To display screen for momentum shares:
- Take away shares with destructive six months AND 1Y returns.
- Take away shares with 50% or decrease constructive each day returns.
- Take away shares with a present worth decrease than the final 200-day common.
- Type remaining shares by rising the usual deviation.
- Select shares with low volatility and excessive momentum (excessive 6-month or 1Y returns).
Notice: Frequent buying and selling could also be needed for each approaches. If the inventory doesn’t meet the above standards within the subsequent month’s screener, you’ll have to promote in full and exchange it with one other no matter tax.
Get the inventory lists!
Phrases and circumstances
- If you need knowledge for BSE 100 alone, the price is Rs. 111.
- If you need knowledge for BSE 500 alone, the price is Rs. 300.
- If you need month-to-month historic knowledge for the High 100 shares: March 2019 to the present month, the worth is Rs. 500. This may assist you to spot persistently low risky shares.
- This buy provides you unique reductions on the 2 programs we run: Find out how to get individuals to pay to your abilities (aka earn from abilities) and the lectures on goal-based portfolio administration.
- Whereas we’ll do our greatest to publish up to date screener sheets every month, we can’t assure the identical.
- The file comprises no purchase or promote suggestions and solely has knowledge derived from worth info.
- Sufficient care and energy have been put in to weed out errors; nonetheless, I can’t assure that the sheet is error-free.
- The client should analysis utilizing the data within the spreadsheet and develop their technique. No suggestions or help are included within the sheet and won’t be offered individually.
- We is not going to present any additional assist or help in utilizing the sheet.
- We’re not chargeable for your capital losses or positive aspects from utilizing this sheet.
[1] If you need BSE 500 qualifying shares for the present month: Click on right here to pay Rs. 300 and obtain the newest BSE 500 momentum low volatility screener. After buy, you may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay through this Paypal hyperlink (6 USD). Ship a mail to freefincal at Gmail dot com for help.
[2] If you need the High 100 historic knowledge of qualifying shares from March 2019 to the present month: Click on right here to pay Rs. 500 and obtain the newest High 100 momentum low volatility screener with historic knowledge. After buy, you may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay through this Paypal hyperlink (9 USD). Ship a mail to freefincal at Gmail dot com for help.
[3] If you need BSE 100 qualifying shares alone: Click on right here to pay Rs. 111 and obtain the newest BSE 100 momentum low volatility screener. After buy, you may be directed to a google drive hyperlink with the sheet. Please obtain the sheet to make use of it. Residing outdoors India? You possibly can pay through this Paypal hyperlink (3 USD). Ship a mail to freefincal at Gmail dot com for help.
You comply with the phrases within the necessary info part above by clicking. Don’t forget to obtain the sheet after you pay (you’re going to get an electronic mail with a obtain hyperlink after fee)!!
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